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Beating the market? A mathematical puzzle for market efficiency - MaRDI portal

Beating the market? A mathematical puzzle for market efficiency (Q2145700)

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Beating the market? A mathematical puzzle for market efficiency
scientific article

    Statements

    title
    Beating the market? A mathematical puzzle for market efficiency (English)
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    publication date
    17 June 2022
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    zbMATH Keywords
    technical analysis
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    efficient market hypothesis
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    robust positive expectation property
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    simultaneously long short trading
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    control-based trading strategies
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    cites work
    Universal Portfolios
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    Q4794153
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    Q4531968
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    Identifiers

    zbMATH DE Number
    7544265
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    OpenAlex ID
    W2766195439
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